A new pairs trading strategy based on linear state space models and the Kalman filter/ Carlos Eduardo Silva de Moura; orientador: Adrian Pizzinga.

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Series: Tese de Mestrado - IMPAPublication details: Rio de Janeiro: IMPA, 2014.Description: 66 pSubject(s):

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Dissertation note: Instituto de Matemática Pura e Aplicada - IMPA

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Item type	Current library	Collection	Call number	Copy number	Status	Date due	Barcode
Thesis	Castorina Estantes Abertas (Open Shelves)	Teses (Thesis)		1	Not For Loan		39063000683683

Instituto de Matemática Pura e Aplicada - IMPA

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